-98.3%
NAMI vs SPY
+27.3%
-125.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -12.3% | -2.0% | -10.3% | -11.5% |
| 30D | -38.3% | -1.7% | -36.6% | -37.7% |
| 3M | -73.8% | +4.7% | -78.5% | -74.1% |
| 6M | -81.3% | +12.5% | -93.8% | -81.8% |
| YTD | -89.9% | +11.7% | -101.7% | -90.2% |
| 1Y | -93.3% | +17.5% | -110.8% | -93.6% |
| All | -98.3% | +27.3% | -125.6% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling